+1,630.9%
ADM vs CRS
+6,203.6%
-4,572.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +3.3% |
| 7D | +4.2% | +4.8% | -0.6% | +3.0% |
| 30D | -12.8% | -23.2% | +10.3% | -8.5% |
| 3M | -8.5% | -45.5% | +37.0% | +3.5% |
| 6M | -10.9% | -33.1% | +22.2% | -4.5% |
| YTD | +29.4% | -7.2% | +36.6% | +27.3% |
| 1Y | +27.5% | -10.0% | +37.6% | +26.1% |
| 3Y | +10.3% | +332.3% | -322.0% | -29.2% |
| 5Y | +27.4% | +801.9% | -774.5% | -34.6% |
| 10Y | +134.6% | +820.9% | -686.4% | +6.7% |
| All | +1,630.9% | +6,203.6% | -4,572.8% | +404.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling